The Journal of Portfolio Management

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Factor Allocation as Reverse Attribution
Joseph Simonian

The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.225; DOI: https://doi.org/10.3905/jpm.2021.1.225
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New Perspective on Investment Models
Kees Koedijk and Alfred Slager

The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.224; DOI: https://doi.org/10.3905/jpm.2021.1.224
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Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management
Petter N. Kolm, Gordon Ritter and Joseph Simonian

The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.222; DOI: https://doi.org/10.3905/jpm.2021.1.222
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The Role of Factors in Asset Allocation
Mark Kritzman

The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.223; DOI: https://doi.org/10.3905/jpm.2021.1.223
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Don’t Give Up the Ship: The Future of the Endowment Model
Laurence B. Siegel

The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.221; DOI: https://doi.org/10.3905/jpm.2021.1.221
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Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation Process
Dimitris Melas

The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.220; DOI: https://doi.org/10.3905/jpm.2021.1.220
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Mean–Variance Optimization for Asset Allocation
Jang Ho Kim, Yongjae Lee, Woo Chang Kim and Frank J. Fabozzi

The Journal of Portfolio Management Investment Models 2021, jpm.2021.1.219; DOI: https://doi.org/10.3905/jpm.2021.1.219
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Asset Allocation and Private Market Investing
Junying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong Wong

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.211; DOI: https://doi.org/10.3905/jpm.2021.1.211
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Climate Change and Asset Allocation: A Distinction That Makes a Difference
Brian Jacobsen, Eddie Cheng and Wai Lee

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.218; DOI: https://doi.org/10.3905/jpm.2021.1.218
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Deep Value
Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar

The Journal of Portfolio Management Multi-Asset Special Issue 2021, jpm.2021.1.215; DOI: https://doi.org/10.3905/jpm.2021.1.215

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